| 492
result(s) -
Result(s) 461 to
470 |
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| 461. | A Note on Portfolio Selection under Various Risk Measures
Publishing author: DE GIORGI Enrico
Co-author(s):
Working paper (2002 - Institute for Empirical Research in Economics, University of Zurich) - English
Online since 2002.11.19 at 08:18:55 -
328 download(s) - 3
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 386 KB) - Zip version (279 KB) |
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| 462. | Extracting market expectations from option prices: an application to over-the-counter New Zealand dollar options
Publishing author: GEREBEN Aron
Co-author(s):
Working paper (2002 - Reserve Bank of New Zealand) - English
Online since 2002.11.18 at 20:42:13 -
89 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 321 KB) - Zip version (277 KB) |
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| 463. | Cyclical Effects in Credit Risk Ratings
Publishing author: ALLEN Linda
Co-author(s): SAUNDERS Anthony
Working paper (2002) - English
Online since 2002.11.18 at 20:38:57 -
221 download(s) - 3
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 309 KB) - Zip version (262 KB) |
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| 464. | Pricing the smile in a forward LIBOR market model
Publishing author: MERCURIO Fabio
Co-author(s):
Working paper (2002 - Banca IMI) - English
Online since 2002.11.15 at 15:50:06 -
174 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 375 KB) - Zip version (309 KB) |
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| 465. | Conditioning Information for well Behaved Tactical Asset Allocation Programs
Publishing author: GAUSSEL Nicolas
Co-author(s):
Working paper (2001 - Paris I, Sorbonne) - English
Online since 2002.11.14 at 17:28:28 -
114 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 278 KB) - Zip version (244 KB) |
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| 466. | Investibility and Return Volatility
Publishing author: BAE Kee-Hong
Co-author(s): CHAN Kalok / NG Angela
Journal article (2002 - Journal of Financial Economics) - English
Online since 2002.11.14 at 03:46:52 -
260 download(s) - 4
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 283 KB) - Zip version (265 KB) |
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| 467. | Generalised Style Analysis of Hedge Funds
Publishing author: AGARWAL Vikas
Co-author(s): NAIK Narayan Y.
Journal article (2000 - Journal of Asset Management) - English
Online since 2002.11.13 at 15:32:23 -
655 download(s) - 7
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 103 KB) - Zip version (83 KB) |
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| 468. | Decomposing Portfolio Value-at-Risk: A General Analysis
Publishing author: HALLERBACH Winfried George
Co-author(s):
Working paper (2002 - Erasmus University Rotterdam) - English
Online since 2002.11.12 at 13:12:28 -
656 download(s) - 5
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 296 KB) - Zip version (273 KB) |
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| 469. | Capital Allocation, Portfolio Enhancement, and Performance Measurement; A Unified Approach
Publishing author: HALLERBACH Winfried George
Co-author(s):
Working paper (2001 - Erasmus University Rotterdam) - English
Online since 2002.11.12 at 13:06:45 -
349 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 232 KB) - Zip version (213 KB) |
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| 470. | Closed Form Formula for the Price of the Options on the 1 Day Brazilian Interfinancial Deposits Index – IDI
Publishing author: VALLS PEREIRA Pedro Luiz
Co-author(s): VIEIRA NETO Cícero Augusto
Working paper (2001 - Ibmec Business School - FinanceLab Working Paper) - English
Online since 2002.11.07 at 13:05:00 -
68 download(s) - 0
rating(s)
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Abstract | Download (.pdf - 279 KB) - Zip version (180 KB) |
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